-9.1%
T vs OKLO
-42.7%
+33.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -1.8% |
| 7D | -1.3% | +2.8% | -4.1% | -1.1% |
| 30D | +11.4% | -4.0% | +15.4% | +11.3% |
| 3M | +14.3% | -36.9% | +51.2% | +13.1% |
| 6M | -9.3% | -37.1% | +27.9% | -9.7% |
| YTD | +7.1% | -42.5% | +49.6% | +6.3% |
| 1Y | -9.1% | -40.7% | +31.6% | -10.2% |
| All | -9.1% | -42.7% | +33.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling